+21.4%
YUM vs PTC
-10.6%
+31.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -2.2% |
| 7D | -3.6% | -13.6% | +10.0% | -2.6% |
| 30D | +0.4% | -14.7% | +15.0% | +1.5% |
| 3M | -3.8% | -5.9% | +2.1% | -3.7% |
| 6M | -8.3% | -21.1% | +12.8% | -7.0% |
| YTD | -2.6% | -26.0% | +23.4% | -0.6% |
| 1Y | +1.5% | -36.8% | +38.3% | +5.2% |
| All | +21.4% | -10.6% | +31.9% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling